+10,056.0%
CSX vs CI
+8,153.0%
+1,903.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.0% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | +7.0% | +9.9% | -2.9% | +4.1% |
| 3M | -0.3% | +12.1% | -12.4% | -3.8% |
| 6M | +13.5% | +10.6% | +2.9% | +9.5% |
| YTD | +41.5% | +11.4% | +30.1% | +35.7% |
| 1Y | +45.8% | +18.8% | +27.0% | +37.0% |
| 3Y | +74.4% | +2.9% | +71.5% | +65.4% |
| 5Y | +53.6% | +54.5% | -0.9% | +26.7% |
| 10Y | +465.6% | +175.7% | +289.9% | +281.3% |
| All | +10,056.0% | +8,153.0% | +1,903.0% | +1,909.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling